Hi reddead38,
First of all your ray is an orbignyi not a hystrix, orbs grow much much larger.
It is not unusual for newly imported rays to bury themselves more the norm, they are simply not accustomed to having lighting above them and all the other distractions associated with a life in captivity, in many cases it will take a few months to over come such fears. It is important to get newly imported rays to feed asap, earthworm and blackworms are the best starters, you can start converting it to other foods at a later date.
Ask the store if they have wormed it prior to you purchasing, this is essential with new imports to ensure you don't run into problems further down the line.
In all fairness it needs time to settle before its interest in food will resume, you haven't given it enough time, be patient and providing your water is of a good quality it will feed once its ready, right now its need to hide is getting the better of its need to feed.
Good luck!